CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 17-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2174 |
1.2064 |
-0.0110 |
-0.9% |
1.2272 |
| High |
1.2248 |
1.2431 |
0.0183 |
1.5% |
1.2331 |
| Low |
1.2135 |
1.2001 |
-0.0134 |
-1.1% |
1.2052 |
| Close |
1.2200 |
1.2411 |
0.0211 |
1.7% |
1.2200 |
| Range |
0.0113 |
0.0430 |
0.0317 |
280.5% |
0.0279 |
| ATR |
0.0132 |
0.0154 |
0.0021 |
16.0% |
0.0000 |
| Volume |
108,994 |
335,663 |
226,669 |
208.0% |
649,237 |
|
| Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3571 |
1.3421 |
1.2648 |
|
| R3 |
1.3141 |
1.2991 |
1.2529 |
|
| R2 |
1.2711 |
1.2711 |
1.2490 |
|
| R1 |
1.2561 |
1.2561 |
1.2450 |
1.2636 |
| PP |
1.2281 |
1.2281 |
1.2281 |
1.2319 |
| S1 |
1.2131 |
1.2131 |
1.2372 |
1.2206 |
| S2 |
1.1851 |
1.1851 |
1.2332 |
|
| S3 |
1.1421 |
1.1701 |
1.2293 |
|
| S4 |
1.0991 |
1.1271 |
1.2175 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3031 |
1.2895 |
1.2353 |
|
| R3 |
1.2752 |
1.2616 |
1.2277 |
|
| R2 |
1.2473 |
1.2473 |
1.2251 |
|
| R1 |
1.2337 |
1.2337 |
1.2226 |
1.2266 |
| PP |
1.2194 |
1.2194 |
1.2194 |
1.2159 |
| S1 |
1.2058 |
1.2058 |
1.2174 |
1.1987 |
| S2 |
1.1915 |
1.1915 |
1.2149 |
|
| S3 |
1.1636 |
1.1779 |
1.2123 |
|
| S4 |
1.1357 |
1.1500 |
1.2047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2431 |
1.2001 |
0.0430 |
3.5% |
0.0206 |
1.7% |
95% |
True |
True |
170,694 |
| 10 |
1.2450 |
1.2001 |
0.0449 |
3.6% |
0.0175 |
1.4% |
91% |
False |
True |
145,596 |
| 20 |
1.2538 |
1.2001 |
0.0537 |
4.3% |
0.0136 |
1.1% |
76% |
False |
True |
110,371 |
| 40 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0134 |
1.1% |
51% |
False |
True |
63,244 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0130 |
1.0% |
51% |
False |
True |
42,406 |
| 80 |
1.3165 |
1.2001 |
0.1164 |
9.4% |
0.0132 |
1.1% |
35% |
False |
True |
31,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4259 |
|
2.618 |
1.3557 |
|
1.618 |
1.3127 |
|
1.000 |
1.2861 |
|
0.618 |
1.2697 |
|
HIGH |
1.2431 |
|
0.618 |
1.2267 |
|
0.500 |
1.2216 |
|
0.382 |
1.2165 |
|
LOW |
1.2001 |
|
0.618 |
1.1735 |
|
1.000 |
1.1571 |
|
1.618 |
1.1305 |
|
2.618 |
1.0875 |
|
4.250 |
1.0174 |
|
|
| Fisher Pivots for day following 17-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2346 |
1.2346 |
| PP |
1.2281 |
1.2281 |
| S1 |
1.2216 |
1.2216 |
|